Abstract
Subordination of a killed Brownian motion in a bounded domain D ⊃ ℝd via an α/2-stable subordinator gives a process Zt whose infinitesimal generator is -(-Δ|D)α/2, the fractional power of the negative Dirichlet Laplacian. In this paper we study the properties of the process Zt in a Lipschitz domain D by comparing the process with the rotationally invariant α-stable process killed upon exiting D. We show that these processes have comparable killing measures, prove the intrinsic ultracontractivity of the semigroup of Zt, and, in the case when D is a bounded C1,1 domain, obtain bounds on the Green function and the jumping kernel of Zt.
Original language | English (US) |
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Pages (from-to) | 578-592 |
Number of pages | 15 |
Journal | Probability Theory and Related Fields |
Volume | 125 |
Issue number | 4 |
DOIs | |
State | Published - Apr 2003 |
Keywords
- Fractional Laplacian
- Killed Brownian motions
- Stable processes
- Subordination
ASJC Scopus subject areas
- Analysis
- Statistics and Probability
- Statistics, Probability and Uncertainty